scientific article; zbMATH DE number 3583127
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Publication:4151590
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Factor analysis and principal components; correspondence analysis (62H25) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Multivariate analysis (62Hxx)
Cited in
(30)- Maximum-likelihood estimation of the parameters of a multivariate normal distribution
- Some optima of parameter tests for an elliptically contoured distribution class
- Invariant prediction rules and an adequate statistic
- The use of randomization in repeated measurements
- Best equivariant estimation in curved covariance models
- On an optimum test of the equality of two covariance matrices
- A characterization of matrix groups that act transitively on the cone of positive definite matrices
- Multiple response optimisation: an approach from multiobjective stochastic programming
- Application of an adequate statistic to the invariant prediction region
- An analysis of a multivariate two-way model with interaction and no replication
- Matrix-trace Cauchy-Schwarz inequalities and applications in canonical correlation analysis
- On rereading Stein's lemma: its intrinsic connection with Cramér-Rao identity and some new identities
- Superiority of empirical Bayes estimator of the mean vector in multivariate normal distribution
- Comparison of power functors of some step—down tests for means with additional observations
- Numerical comparison of power functions of invariant tests for means with covariates
- Robust multivariate classification procedures based on the mml estimators
- Testing the equality of variance-covariance matrices the robust way
- Likelihood ratio test for independence with partial multivariate normal data
- Some robust tests of independence in symmetrical multivariate distributions
- Locally minimax tests for multiple correlations
- Tests for the mean vector under intraclass covariance structure
- Extremes of Determinants and Optimality of Canonical Variables
- On multivariate weighted distributions
- Optimum allocation in multivariate stratified random sampling: a modified Prékopa's approach
- Testing the equality of several covariance matrices
- A robust posterior preference multi-response optimization approach in multistage processes
- Testing independence with additional information
- Refined approximations to permutation tests for multivariate inference
- Optimum invariant tests on discriminant coefficients or means of multinormal population with additional information
- Conditional forecasting with a multivariate time series model
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